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[ENH] Weighted regression #1210
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paxcema
suggested changes
Mar 18, 2024
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Mostly minor things to comment on. The one big change still needed is the merge with staging
then ensuring CI installs lightgbm
, but not making it a default dep just yet.
The rest I went through on my end, and it works just as advertised 🙌
# Conflicts: # requirements.txt
paxcema
approved these changes
Mar 18, 2024
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This PR covers numeric dataset weighting for XGBoost and LightGBM, and associated tests. Users can now provide a json dictionary of histogram bin edges and associated weights, which will be used to map the labels to weights. The histogram bins are left edge -- overflows are assigned to the last bin's weight, and underflows to the first bin's weight.